Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413800.3634 | 398529.5907 | 15270.7727 | -39864.4989 | 804199.1375 | -844063.6364 |
Total P&L (%) | 413.8004 | 398.5296 | 15.2708 | -39.8645 | 804.1991 | -844.0636 |
Avg Daily Profit (%) | 0.1656 | 0.1595 | 0.0061 | -0.0203 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -294127 | -195785 | -145112 | -1526942 | -238492 | -1312090 |
Profit Factor | 1.4115 | 1.7962 | 1.0302 | 0.9855 | 2.0416 | 0.5742 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 97 | 44 | 53 | 97 | 44 | 53 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 48.0198 | 43.5644 | 52.4752 | 48.0198 | 43.5644 | 52.4752 |
Ratio Avg Win / Avg Loss | 1.5279 | 2.3269 | 0.933 | 1.0668 | 2.6447 | 0.52 |
Largest Winning Trade | 286227 | 286227 | 51856 | 344140 | 319737 | 344140 |
Largest Losing Trade | -79762 | -34855 | -79762 | -1232440 | -124466 | -1232440 |
Avg Bars in Trades | 72 | 58 | 86 | 72 | 58 | 86 |
Avg Bars in Winners | 96 | 80 | 111 | 96 | 80 | 111 |
Avg Bars in Losers | 50 | 42 | 58 | 50 | 42 | 58 |
Bars Traded | 14655 | 5946 | 8710 | 14655 | 5946 | 8710 |
Profit Streak | 0 | 0 | 41.4407 | 0 | 0 | 41.4407 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341657 | 284177 | -382099 | -578823 | -73772 | -579238 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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